+106.5%
KEY vs FLR
+482.5%
-376.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.9% | -1.8% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +5.1% | -9.1% | +14.3% | +8.6% |
| 3M | -7.1% | -4.7% | -2.5% | -7.1% |
| 6M | -4.4% | -14.2% | +9.9% | -2.2% |
| YTD | +4.0% | +17.3% | -13.3% | -6.8% |
| 1Y | +23.4% | +4.3% | +19.1% | +15.4% |
| 3Y | +113.9% | +30.7% | +83.2% | +69.5% |
| 5Y | +12.3% | +101.3% | -89.0% | -28.6% |
| 10Y | +125.5% | +12.4% | +113.1% | +36.3% |
| All | +106.5% | +482.5% | -376.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling